CME Australian Dollar Future September 2016

Trading Metrics calculated at close of trading on 07-Sep-2016

Day Change Summary
	Previous	Current
	06-Sep-2016	07-Sep-2016	Change	Change %	Previous Week
Open	0.7570	0.7679	0.0109	1.4%	0.7551
High	0.7686	0.7696	0.0010	0.1%	0.7613
Low	0.7560	0.7649	0.0089	1.2%	0.7487
Close	0.7680	0.7670	-0.0010	-0.1%	0.7564
Range	0.0126	0.0047	-0.0079	-62.7%	0.0126
ATR	0.0077	0.0075	-0.0002	-2.8%	0.0000
Volume	144,968	92,559	-52,409	-36.2%	527,168

Daily Pivots for day following 07-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7813	0.7788	0.7696
R3	0.7766	0.7741	0.7683
R2	0.7719	0.7719	0.7679
R1	0.7694	0.7694	0.7674	0.7683
PP	0.7672	0.7672	0.7672	0.7666
S1	0.7647	0.7647	0.7666	0.7636
S2	0.7625	0.7625	0.7661
S3	0.7578	0.7600	0.7657
S4	0.7531	0.7553	0.7644

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	0.7933	0.7874	0.7633
R3	0.7807	0.7748	0.7599
R2	0.7681	0.7681	0.7587
R1	0.7622	0.7622	0.7576	0.7652
PP	0.7555	0.7555	0.7555	0.7569
S1	0.7496	0.7496	0.7552	0.7526
S2	0.7429	0.7429	0.7541
S3	0.7303	0.7370	0.7529
S4	0.7177	0.7244	0.7495

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7696	0.7487	0.0209	2.7%	0.0070	0.9%	88%	True	False	114,331
10	0.7696	0.7487	0.0209	2.7%	0.0071	0.9%	88%	True	False	105,217
20	0.7748	0.7487	0.0261	3.4%	0.0072	0.9%	70%	False	False	95,965
40	0.7748	0.7407	0.0341	4.4%	0.0075	1.0%	77%	False	False	87,960
60	0.7748	0.7260	0.0488	6.4%	0.0085	1.1%	84%	False	False	93,608
80	0.7748	0.7115	0.0633	8.3%	0.0082	1.1%	88%	False	False	74,392
100	0.7777	0.7115	0.0662	8.6%	0.0082	1.1%	84%	False	False	59,568
120	0.7777	0.7115	0.0662	8.6%	0.0081	1.1%	84%	False	False	49,654

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7896
2.618	0.7819
1.618	0.7772
1.000	0.7743
0.618	0.7725
HIGH	0.7696
0.618	0.7678
0.500	0.7673
0.382	0.7667
LOW	0.7649
0.618	0.7620
1.000	0.7602
1.618	0.7573
2.618	0.7526
4.250	0.7449

Fisher Pivots for day following 07-Sep-2016
Pivot	1 day	3 day
R1	0.7673	0.7652
PP	0.7672	0.7633
S1	0.7671	0.7615

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These figures are updated between 7pm and 10pm EST after a trading day.

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